Flexible covariance estimation in graphical Gaussian models

DOI10.1214/08-AOS619zbMath1168.62054arXiv0901.3267MaRDI QIDQ1000308

Hélène Massam, Bala Rajaratnam, Carlos Marinho Carvalho

Publication date: 6 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3267

zbMATH Keywords

regularization; shrinkage; Bayes estimators

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

05C90: Applications of graph theory

Uses Software

• HdBCS